A simple derivation of the constrained multiple parameter Cramer-Rao bound

DOI10.1109/78.218151MaRDI QIDQ4201995zbMATH OpenOpenAlexFDO

Authors Thomas L. Marzetta

Publication date 16 September 1993

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/78.218151

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cited in

(5)

• Simultaneous estimation of the input and output frequencies of nonlinear systems
• A derivation of the Cramer-Rao lower bound of Euclidean parameters under equality constraints via score function
• Distributed optimal frequency control under communication packet loss in multi-agent electric energy systems
• On Kalman filtering with linear state equality constraints
• Semiparametrically efficient estimation of Euclidean parameters under equality constraints

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